//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
~person:"Baltagi, Badi H."
~person:"McAleer, Michael"
~person:"Sinn, Hans-Werner"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
17
Theory
17
Estimation theory
12
Schätztheorie
12
Panel
11
Panel study
11
Volatility
9
Volatilität
9
Estimation
7
Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Stochastic process
6
Stochastischer Prozess
6
Statistical test
5
Statistischer Test
5
Correlation
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Stochastic volatility
4
USA
4
United States
4
Factor analysis
3
Faktorenanalyse
3
Long memory
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Panel data
3
Räumliche Interaktion
3
Spatial interaction
3
ARCH model
2
ARCH-Modell
2
Asymmetry
2
Auslandsinvestition
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Capital market returns
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
37
Undetermined
28
Author
All
Baltagi, Badi H.
McAleer, Michael
Sinn, Hans-Werner
Phillips, Peter C. B.
67
Linton, Oliver
65
Schmidt, Peter
52
Lee, Lung-fei
48
Li, Qi
47
Ghysels, Eric
46
Park, Joon Y.
45
Hsiao, Cheng
42
Koop, Gary
40
White, Halbert
40
Bollerslev, Tim
39
Phillips, Peter C.B.
39
Chen, Songnian
36
Dufour, Jean-Marie
36
Swanson, Norman R.
36
Xiao, Zhijie
36
Gao, Jiti
35
Robinson, Peter M.
33
Su, Liangjun
33
Timmermann, Allan
33
Chen, Xiaohong
32
Corradi, Valentina
32
Perron, Pierre
32
Pesaran, M. Hashem
32
Taylor, Robert
32
Bai, Jushan
31
Yu, Jun
31
Zellner, Arnold
31
Gouriéroux, Christian
30
Renault, Eric
30
Aït-Sahalia, Yacine
29
Chib, Siddhartha
29
Lewbel, Arthur
28
Todorov, Viktor
28
Inoue, Atsushi
27
Simar, Léopold
27
Ng, Serena
26
Prucha, Ingmar R.
26
more ...
less ...
Published in...
All
Journal of econometrics
Ifo-Schnelldienst
150
EEAG Report on the European Economy
116
CESifo Forum
89
ifo Schnelldienst
66
Ifo Schnelldienst
62
Econometric theory
55
Mathematics and Computers in Simulation (MATCOM)
54
Econometric Theory
49
Journal of economic surveys
45
Journal of Economic Surveys
38
Journal of Econometrics
37
Econometric reviews
36
Economics letters
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of Risk and Financial Management
26
CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
25
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
22
Working paper / National Bureau of Economic Research, Inc
22
Journal of risk and financial management : JRFM
21
CESifo forum : a bi-monthly journal on European economic issues
20
Economics Letters
20
Journal of applied econometrics
19
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
17
Annals of financial economics
16
Applied economics
15
International tax and public finance
15
Econometric Reviews
14
Jahrbücher für Nationalökonomie und Statistik
14
Energy economics
12
International journal of forecasting
12
Journal of Applied Econometrics
12
Journal of forecasting
12
Perspektiven der Wirtschaftspolitik
12
Wirtschaftsdienst
12
Econometrics
11
Statistics & Probability Letters
11
The review of economics and statistics
11
Annales d'économie et de statistique
10
International review of economics & finance : IREF
10
more ...
less ...
Source
All
ECONIS (ZBW)
39
OLC EcoSci
26
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
3
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
4
Robust linear static panel data models using ε-contamination
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 108-123
Persistent link: https://www.econbiz.de/10011974556
Saved in:
5
Determinants of firm-level domestic sales and exports with spillovers : evidence from China
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10011897671
Saved in:
6
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.
;
Qu, Feng
;
Kao, Chihwa
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->